+1,860.4%
CNP vs MOS
+123.1%
+1,737.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.2% | +21.6% | -25.8% | -7.2% |
| 30D | +5.5% | +12.0% | -6.4% | +3.4% |
| 3M | +0.6% | -3.9% | +4.5% | +0.5% |
| 6M | -2.8% | -3.3% | +0.5% | -3.4% |
| YTD | +7.9% | -4.6% | +12.5% | +6.7% |
| 1Y | +6.7% | -7.0% | +13.6% | +5.7% |
| 3Y | +61.1% | -24.4% | +85.6% | +61.8% |
| 5Y | +73.0% | -32.1% | +105.1% | +71.2% |
| 10Y | +141.9% | +10.3% | +131.6% | +106.2% |
| All | +1,860.4% | +123.1% | +1,737.3% | +1,145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling